Professional Documents
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24
Page 307
Introduction
A cusum chart is a plot of the cumulative differences between successive values and a
target value. The key features of a cusum chart are that they:
make use of all historic data: that is, each value on the cusum is a function of all previous data points;
are interpreted by analysing the slope of the chart.
In this book we provide an introduction to cusum charts with the aim of demonstrating
their power. Many people may wish to use them to identify changes in process average, and use other charts or statistical techniques for further investigation.
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Par
Score
(number of
strokes)
Score par
Cusum
(score par)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
4
3
4
4
4
3
4
3
5
4
4
5
3
4
4
3
4
5
4
4
3
3
4
3
3
4
4
4
3
6
3
3
4
3
5
4
0
1
1
1
0
0
1
1
1
0
1
1
0
1
0
1
1
1
0
1
0
1
1
1
2
1
2
2
3
2
2
3
3
4
3
4
7
6
Score
5
4
3
2
1
0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18
Hole
score
par
5
Score
308
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4
3
2
1
0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18
Hole
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Score par
0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18
1
2
Hole
2
1
0
Cusum
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18
1
2
3
4
5
Hole
Generally we are interested in how well we are performing. Using the (par) as the
target, we know that sometimes we are on par, sometimes above par and sometimes
below par, but is there a trend? Are we usually above or below par? Did our performance change part way round the course? One way of answering this question is to compare the number of scores above, below and on par. There are 8 holes below par, 6 on
par and 4 above par. Unfortunately, whilst this suggests that we may generally be below
par, it does not take into account how many strokes away from par we are, nor do we
have a method of determining if the process changed and if so when. To answer this
question we can look at the cumulative differences between par and our score. The calculations are given in Table 24.1 and the resulting chart is Chart 24.4. The chart trends
steeply down and this tells us that our average score is below par, and because there
are no changes in trend, we conclude that our performance has not changed, apart
from random variation (for details on how to interpret a cusum chart see below).
309
MR
Cusum
xT
Downtime,
x (hours)
27
2.8
27.1
6.0
21
24.4 3.2
3.0
18
27.6 6.2
2.5
21
33.8 3.7
4.5
25
0.8
37.6
2.5
23
36.8 1.7
2.5
20
38.6 4.2
7.5
28
3.3
42.8
7.5
20
39.5 4.2
1.0
19
43.8 5.2
2.0
21
49.0 3.2
4.0
52.2
4.0
51.5
2.0
46.7
5.0
26
1.8
40.0
3.0
23
38.2 1.2
5.3
39.4
1.3
27
2.8
35.4
3.5
24
32.6 0.7
1.5
22
33.4 2.2
5.0
35.6
2.0
29
4.8
32.8
5.5
24
28.1 0.7
4.5
28.8
1.0
25.0
2.0
20.3
2.0
25
0.8
17.5
1.9
23
16.8 1.1
0.9
24
17.9 0.2
3.0
27
2.8
18.1
3.0
24
15.4 0.2
4.0
20
15.6 4.2
5.0
19.9
3.0
19.1
1.0
27
2.8
15.3
4.0
23
12.6 1.2
4.0
13.8
8.0
11.0
13.0
2.8
3.8
0.8
2.8
4.8
3.8
2.8
4.1
6.8
4.8
0.8
Comment
20
22.4 4.7
7.5
Week
number
21
19.1 3.2
1.5
20
25
0.8
19.9
4.0
10
19
14.7 5.2
6.0
22
11.9 2.7
2.5
10
24
11.2 0.7
2.0
Cusum
20
19
6.0 5.2
4.5
30
25
0.3
6.2
5.5
3.3
40
2.5
3.0
9.5
3.0
50
24
0.2 0.2
22
0.3 2.2
5.0
20
5.2 4.2
7.5
60
27
2.8
35
10.8
19
0.0 5.2
1.0
1
2
3
4
27
5
6
7
28
25
9
10
11
12
13
14
15
27
16
29
17
28
18
19
20
27
21
22
23
24
28
25
26
27
31
28
29
29
25
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
28
50
51
52
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hours downtime per week. Below the cusum chart are the data that would normally be
included with the chart. The steps for setting up the chart are:
1. Enter the downtime onto the chart (Chart 24.5).
2. Calculate the average.
The average hours downtime per week, x.
x 1260 hours downtime/52 weeks 24.2 hours per week.
3. Select the target (T ).
Any value can be selected as the target. However, when selecting the target there are
two considerations:
(a) It is easier to interpret the chart if on average the slope is nearly horizontal (to
achieve this select the target equal to the average, 24.2 in this case).
(b) If appropriate, select the target to be an appropriate value near the average, for
example, in the golf example, selecting a target at par was appropriate.
In the downtime example, we select the average.
4. Calculate the difference between the recorded values and the target, x T, and enter
them on the chart.
5. Calculate the cusum values, (x T ), for each week and enter them on the
chart. The first cusum 0.2, the second 0.2 2.8 2.5 and the third
2.5 2.2 0.3, etc.
6. Find the maximum and minimum cusum as this will determine the limits of cusum scale.
For the downtime data the values are 0.2 and 52.5.
7. Determine scaling.
Unless a suitable scaling convention is adopted the cusum chart may be difficult
to interpret. At one extreme the slopes may be very flat and at the other extreme
trivial changes may look dramatic as shown in Chart 24.6. The convention
that has been widely adopted is that one observation along the horizontal axis
should cover approximately the same distance as 2 standard deviations, 2s, on the
vertical axis.
60
50
Cusum
40
30
20
10
0
10
Cusum
20
60
40
20
0
20
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We round this down to a more convenient scaling of 5, and so the distance of 1 week
on horizontal axis will be the same distance as 5 on the vertical axis.
8. Plot the cusum.
9. Interpret the chart.
The process change occurs at the point where the slope changes.
A jump in the chart signals a single very high/low observation. However, the cusum
chart is not very effective at identifying single abnormally high or low values.
Horizontal:
average target
Negative slope:
average below target
Positive slope:
average above target
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Interpreting the cusum chart is far more difficult than for the other control charts. There
are two basic methods of determining whether a change in slope is random variation
or not. The first is to construct a mask out of paper or card and place the mask on the chart,
the other is to construct decision lines on the chart. Decision lines and masks are constructed to identify changes of a specific size of shift. We explain the construction of both
a mask and decision lines for general-purpose analysis, that is, for identifying shifts of 1s.
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10s
B
5s
10 sample points
Datum Line
C
5s
D
C
C
(a)
(b)
Figure 24.2 Cusum (a) does not cross the mask implying the process average has not
changed and (b) crosses the mask implying the process average has changed by more
than 1s
Note that the coordinates of the plotted points are not of themselves of much interest. This is because each point represents the cumulative difference between the actual
data value and a target since the beginning of the chart.
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However, it is easy to calculate the process average for a span of data between any
two points i and j, xi1,j The formula for doing so is:
xi 1, j
C j Ci
j i
T
51.5 0
24.2 26.0
29 0
note that C0 0.
To check that this is correct, the total downtime for the first 29 month 754.4.
Dividing by 29 weeks gives 754.4/29 26.0 incidents per week.
Similarly, for the data from week 30, i 1 30 and j 52 and
x30,52
0 51.5
24.2 22.0.
52 29
Comments
The turning point was taken to be week 29. However, the cusum for week 30 is
higher than that for week 29; should week 30 be selected as the turning point? The
key to interpreting a cusum chart is the slope, and since the slope of the data from
point zero is greatest at week 29, that week is taken as the turning point. However,
the purpose of the chart is to gain insight. It is quite likely that whatever caused the
process change did not occur exactly at the end of ANY particular week, and even if
it did, changes are seldom abrupt. The message from the chart is that there is strong
evidence that a change in process average occurred at around week 29, and the most
likely week for the change is week 29.
The construction of masks is tedious and time consuming; however, it is recommended that a few be constructed to develop understanding and gain familiarity
with the method.
There are different types of masks used for different situations. For more information
see the British Standard BS5703.
315
Chart 24.9 Cusum chart: downtime per week, using decision lines
MR
Cusum, C
(x T )
x T
Downtime,
x (hours)
Comment
Week
number
21
24.4 3.2
3.0
18
27.6 6.2
2.5
38
21
33.8 3.7
4.5
37
25
0.8
37.6
2.5
23
36.8 1.7
2.5
35
20
38.6 4.2
7.5
34
28
3.3
42.8
7.5
20
39.5 4.2
1.0
19
43.8 5.2
2.0
31
21
49.0 3.2
4.0
30
25
52.2
4.0
29
29
51.5
2.0
28
31
46.7
5.0
27
26
1.8
40.0
3.0
26
23
38.2 1.2
5.3
25
28
39.4
1.3
24
27
2.8
35.4
3.5
24
32.6 0.7
1.5
22
22
33.4 2.2
5.0
21
27
35.6
2.0
20
29
4.8
32.8
5.5
19
24
28.1 0.7
4.5
18
28
28.8
1.0
17
29
25.0
2.0
16
27
20.3
2.0
15
25
0.8
17.5
1.9
23
16.8 1.1
0.9
13
24
17.9 0.2
3.0
12
27
2.8
18.1
3.0
24
15.4 0.2
4.0
10
20
15.6 4.2
5.0
25
0.8
19.9
3.0
28
19.1
1.0
27
2.8
15.3
4.0
23
12.6 1.2
4.0
27
2.8
13.8
8.0
11.0
13.0
3.8
20
41
27
2.8
27.1
6.0
Cusum
42
20
22.4 4.7
7.5
2.8
21
19.1 3.2
1.5
4.8
10
44
25
0.8
19.9
4.0
3.8
45
19
14.7 5.2
6.0
2.8
10 A
22
11.9 2.7
2.5
24
11.2 0.7
2.0
4.1
20
1
2
3
19
6.0 5.2
4.5
6.8
30
24
0.2 0.2
2.5
49
25
0.3
6.2
5.5
11
14
23
4.8
40
27
2.8
3.0
50
28
9.5
3.0
0.8
50
22
0.3 2.2
5.0
51
20
5.2 4.2
7.5
32
33
36
39
40
43
46
47
48
3.3
60
35
10.8
19
0.0 5.2
1.0
52
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3. From the point identified in step 2, draw a straight line through the suspected
process change point (week 29 in Chart 24.9, line AB).
4. From the point identified in step 2, draw a vertical line above (or below depending
on whether we are testing to see if the process has increased or decreased) a distance of 5s.
In Chart 24.9, 5s 5 3.38 16.9 and the first cusum value is 0.2, so the line, AC
extends down to 0.2 16.9 17.1.
5. From the point identified in step 2, count 10 observations along the chart and draw
a vertical line above (or below) a length of 10s from the line AB: 10s 10 3.38 33.8.
The line is labelled DE.
6. Draw a line from C through E and continue it. If it cuts the chart, then we conclude
that the process has changed. In this case the line cuts the cusum at F.
Comments
In Chart 24.9, week 4 is an out-of-control point, as would be seen if an X/MR chart
were been drawn. There is no simple way of seeing this on the cusum chart. For this
reason, the cusum chart is usually used in conjunction with other charts. (It would,
of course, be possible to calculate the upper action limit (UAL) using the formula for
the X/MR chart and check by eye that no individual observations are above this value.)
Constructing decision lines can be quite quick with a little practice, but is still laborious.
A key use of the cusum chart is to identify where a process might have a change in average, and then to return to the other control charts to see if this is indeed mirrored there.
Chart format
As usual the data and calculations are provided below the table. In a weighted cusum
chart we plot the cumulative cusum against the cumulative hours (in the case of
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Chart 24.10). For example, after 10 months we have monitored a total of 2.50 million
hours, and the cumulative sum of incidents is 5.22. As will be immediately obvious,
the horizontal distance between the points varies. This is because each month has a
varying number of exposure hours.
T
3. For each month calculate the expected number of incidents wT and enter the data
on the chart. For month i 1, w 0.23 hours so wT 0.23 4.31 0.991 incidents.
This tells us that at a rate of 4.31 incidents per million man hours, we expect 0.991
incidents this month which had 0.23 exposure hours.
4. For each month calculate the difference between the actual and the expected incidents, x wT.
For month 1, x 3 incidents and wT 0.991 giving a value of 3 0.991 2.009.
Enter the data into the appropriate row below the chart.
5. For each month calculate the cumulative number of hours, w and enter the data
into the appropriate row below the chart.
6. For each month calculate the weighted cusum; that is, the cumulative difference
between the actual and expected number of incidents, (x wT) and enter it below
the chart.
7. Find the maximum and minimum values of the weighted cusum for scaling purposes.
8. Calculate the standard deviation, s, the formula is:
s
w
(n 1)
(x wx )2
w
where:
w the average number of hours per month 13.924/35 0.398,
n 35 months,
x average number of incidents per million hours 60/13.924 4.31.
(i.e. the same as T in this case).
2
The calculations for (x wx ) are given below the chart, and the total is 224.
w
Therefore
s
0.398
224 1.62
(35 1)
10.69
11.44
12.72
13.68
0.3 1.7
0.2 0.1
13.39
4.3 1.7
47.2 18.5
9.08
9.82
0.2 1.8
9.58
10.16
0.4 1.6
0.6 0.2
9.71
4.5 1.5
57.6 20.2
5.22
1.5 1.5
6.8 2.3
3.69
4.18
4.54
1.6 0.4
2.98
3.05
1.2 0.8
6.7 1.3
1.90
0.0 1.0
0.0 0.0
1.93
0.0 1.0
0.0 0.0
1.95
24.6 2.5
0.475
0.713
0.951
1.148
1.398
1.498
1.815
2.160
2.502
2.009
0.991
0.849
1.151
1.026
0.026
1.026
0.026
1.056
0.056
1.487
0.487
1.366
0.366
0.431
1.569
1.077
0.077
1.526
1.474
0.230
0.245
0.238
0.238
0.197
0.250
0.100
0.317
0.345
0.342
3
1
1
1
2
1
2
1
1
3
Jan yr 1
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
2
3
4
5
6
7
8
9
10
0.1 0.1
2.852
3.212
3.579
3.986
4.391
4.784
5.180
5.866
6.396
6.803
7.195
7.682
8.233
8.787
9.294
4.492
0.449
0.581
1.508
1.551
1.581
1.745
0.745
1.754
0.246
4.307
0.294
0.956
1.284
0.754
1.693
1.706
2.956
2.284
1.754
2.099
1.099
1.689
1.311
0.374
1.387
1.185
2.374
2.387
2.185
1.444
2.099
0.350
0.360
0.367
0.407
0.405
0.393
0.396
0.686
0.530
0.407
0.392
0.487
0.551
0.554
0.507
0.335
0.487
0.608
0.553
6
2
1
2
1
6
2
1
1
3
1
2
0
0
Nov
Dec
Jan yr 2
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Jan yr 3
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
13
2
1
3
33
34
35
14
Nov
12
0.500
0.461
0.434
0.412
0.402
11
2.620
1.620
2.155
1.986
1.870
1.775
0.438
10
0.556
1.099
2.383
0.383
2.155
1.986
0.130
1.732
1.268
0.775
1.887
5
6
7
8
9
Cumulative number of hours (millions)
4.4 1.7
0.9 0.3
0.0 0.0
4.0 1.6
1.887
(x wx ) /w
x wx
( x wx )
wx
12.00
1.3 1.7
Month
c : Number of
incidents x
n : Exposure
hours
(millions) w
Expected
incidents
(wT )
Actualexpected
incidents
(xwT )
Cumulative
hours
w
Weighted
cusum
C (xwT )
Calculations
10.90
Month no. = i
Comment
10.52
9.14
7.95
9.629
8.51
0.6 1.4
7.41 10.116
5.79 10.724
5.41 11.277
3.25 11.777
1.27 12.238
10
0.230
1.40 12.672
0.1 1.9
12
2.01
0.62 13.084
14
2.0 1.0
1.89 13.486
1.3 1.7
16
17.5 4.0
0.00 13.924
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9. Scale the chart so that 2s units on the vertical axis corresponds to one unit on the
horizontal axis. In this case, 2s 3.2 should cover approximately the same distance on the vertical axis as 1 million exposure hours on the horizontal axis.
10. Plot the data.
11. Interpret the chart in the same way as for the non-weighted cusum.
There is a major change in slope at around months 16 and 17. A mask or decision
lines could be constructed to confirm this, or the corresponding u chart can be
reviewed.
The formula for calculating the process average for a span of data between any
two points is still straightforward, but a little more complicated than before. To
determine the process average between two points, i and j, xi1,j The formula for
doing so is:
xi 1, j
C j Ci
W j Wi
T
where Ci is the cusum value for month i. Wi is the cumulative exposure hours for
week i. For example, the average number of incidents per million exposure hours
from month i 1 5 to j 17 is given by:
x5,17
13.68 1.90
4.31 7.1.
5.18 0.95
To check this, the total number of incidents during this period was 30 and the total
number of exposure hours was 4.229 resulting in 7.1 incidents per million hours
exposure.
Summary
In this chapter we provided an introduction to cumulative (cusum) charts. We saw that:
The cusum sum chart is a very powerful chart for identifying changes in the process
average.
They monitor the cumulative difference between the recorded values and a target
value. The target is usually chosen to be the process average.
Cusums can be used for both variables and attributes data.
Cusum charts complement, and are usually used in conjunction with other control
charts. The usual Schewhart charts are better at identifying all process signals except
small changes in process average whilst the cusum chart is particularly good at identifying small sustained changes in average.
The chart is more difficult to draw and interpret, and interpretation is by analysing
changes in slope.
To aid interpretation either masks can be constructed or decision lines can be drawn
on the chart.